"The Knights of the Algonquin" video was compiled by Kino on Video. From
IMDB: "Compilation of 9 uncut one-reelers featuring American humorists
Robert Benchley (2 from 1928, 4 from the 1940s), Donald Ogden Stewart (2
from 1929) and Alexander Woollcott (1 from 1945)". All of these shorts were
produced by Paramount.

Since Turner Classic Movies draws primarily from the MGM/UA library (with no
ties to Paramount), it is a pretty fair assumption that none of the shorts
on the Kino video appeared on the TCM program you mentioned.

FYI, the only MGM/UA video collection of Benchely shorts that I know of was
the 1994 laserdisc box set entitled "Cavalcade of MGM Shorts". Of the 34
short subjects included, 7 of them feature Benchley: